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On the inverse of the covariance matrix in portfolio analysis
Stevens, Guy V. G. - 1997
Persistent link: https://www.econbiz.de/10000978988
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Circumstances in which different criteria of estimation can be applied to estimate policy effects
Swamy, Paravastu A. V. B.; Mehta, J. S.; Singamsetti, Rao N. - 1992
Persistent link: https://www.econbiz.de/10000979022
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Unobserved heterogeneity and equilibrium : an experimental study of Bayesian and adaptive learning in normal form games
Shachat, Jason M.; Walker, Mark - 1997
Persistent link: https://www.econbiz.de/10000979051
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Konzepte zur Messung von Risiko : vom intuitiven Risikobegriff zum Value at Risk
Brachinger, Hans Wolfgang; Steinhauser, Uwe - 1998
Persistent link: https://www.econbiz.de/10000979924
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Le applicazioni dei metodi statistici alle analisi di mercato
DeLuca, Amedeo - 1995 - 3a edizione aggiornata e ampliata
Persistent link: https://www.econbiz.de/10000980204
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Belief-function theory and its application to the modeling of uncertainty in financial statement auditing
VanDenAcker, Carine - 1996
Persistent link: https://www.econbiz.de/10000980529
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Degree theory in linear complementarity
Sridhar, R. - 1993
Persistent link: https://www.econbiz.de/10000980552
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Superfluous matrices in linear complementarity
Sridhar, R. - 1993
Persistent link: https://www.econbiz.de/10000980559
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The latent variable structural equation model with stratification on endogenous variables
Huang, Fung-mey - 1997
Persistent link: https://www.econbiz.de/10000981671
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Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Gong, Frank Fangxiong; Mariano, Roberto S. - 1997
Persistent link: https://www.econbiz.de/10000982524